Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-20 0.350354 0.383217 0.419216 0.461841 0.511279 0.567243 0.636003
2025-07-27 0.309333 0.351408 0.400275 0.462027 0.539170 0.634044 0.762330
2025-08-03 0.282922 0.330601 0.388487 0.465481 0.567713 0.702741 0.902000
2025-08-10 0.255269 0.304238 0.365593 0.450313 0.568095 0.732617 0.993534
2025-08-17 0.232172 0.280931 0.343529 0.432561 0.561038 0.749101 1.066681
2025-08-24 0.219024 0.269040 0.334842 0.431303 0.576035 0.798847 1.202565
2025-08-31 0.212871 0.265640 0.336884 0.444785 0.613815 0.889458 1.432836
2025-09-07 0.203560 0.257097 0.330831 0.445398 0.631182 0.948932 1.622863
2025-09-14 0.194482 0.248165 0.323375 0.442864 0.642674 0.999596 1.811231
2025-09-21 0.186327 0.239956 0.316260 0.439982 0.652869 1.049259 2.015348
2025-09-28 0.177012 0.229526 0.305108 0.429560 0.648449 1.069487 2.155190
2025-10-05 0.173450 0.227191 0.305874 0.438462 0.679598 1.167639 2.547740
2025-10-12 0.169162 0.223712 0.304900 0.444814 0.707842 1.268549 3.020219
2025-10-19 0.163241 0.217465 0.299185 0.442483 0.718999 1.333759 3.425153
2025-10-26 0.158761 0.213144 0.296209 0.444621 0.739322 1.426258 4.012607
2025-11-02 0.151144 0.203671 0.284414 0.429991 0.723136 1.422769 4.200225
2025-11-09 0.143611 0.194035 0.271904 0.413223 0.700710 1.398901 4.284281
2025-11-16 0.139665 0.189797 0.267996 0.411966 0.711532 1.468129 4.903170
2025-11-23 0.138620 0.190008 0.271387 0.424511 0.754424 1.641226 6.371776
2025-11-30 0.135426 0.186672 0.268627 0.425066 0.770084 1.738294 7.568326
2025-12-07 0.131911 0.182677 0.264536 0.422696 0.778537 1.815445 8.810163
2025-12-14 0.128546 0.178794 0.260441 0.420004 0.785890 1.891881 10.290470
2025-12-21 0.124195 0.173165 0.253082 0.410275 0.774665 1.899854 11.089678